Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47742.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46347.77 Kr¶

PnL: ---------------------------------------> -540.8 Kr¶

DD now: ---------------------------------> -1.824 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:07:22.166861'

Anic Portfolio¶

Today¶

Return: 0.906 %¶

This Week¶

Return: 0.44 %¶

Total¶

Return: 56.297 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.220000 3213.600000 242.600000 8.170000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.490000 3443.200000 66.200000 1.960000 3377.000000
Corem Property Group B 59 0.580000 614.780000 37.780000 6.550000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.610000 384.300000 29.300000 8.250000 355.000000
Resurs Holding 22 4.430000 601.920000 27.920000 4.860000 573.999998
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
HMS Networks 2 -0.170000 685.200000 12.200000 1.810000 673.000000
Intrum 4 0.260000 537.600000 10.600000 2.010000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Boozt 12 2.140000 1659.600000 5.600000 0.340000 1653.999996
Swedbank A 3 0.800000 567.450000 3.450000 0.610000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 0.530000 574.200000 0.200000 0.030000 574.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.090000 564.240000 -5.760000 -1.010000 570.000000
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.640000 3442.880000 -11.120000 -0.320000 3453.999992
CTEK 13 1.010000 522.600000 -11.400000 -2.130000 533.999999
Midsona B 63 1.030000 553.770000 -29.230000 -5.010000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 -0.290000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 2.150000 1457.100000 -206.900000 -12.430000 1663.999992
Fasadgruppen Group 35 1.330000 3458.000000 -353.000000 -9.260000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46346.030000 -542.540000 -1.82797% 46888.564618

Updated:¶

'2023-01-20 13:06:43.524129'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶